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Moments of claims in a Markovian environment
Kim, Bara; Kim, Hwa-Sung - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 485-497
Persistent link: https://www.econbiz.de/10003755780
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A batch arrival Mx/M/c queue with impatient customers
Kim, Bara; Kim, Jeongsim - In: Operations research letters 42 (2014) 2, pp. 180-185
Persistent link: https://www.econbiz.de/10010364561
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A note on the subexponential asymptotics of the stationary distribution of M/G/1 type Markov chains
Kim, Bara; Kim, Jeongsim - In: European journal of operational research : EJOR 220 (2012) 1, pp. 132-134
Persistent link: https://www.econbiz.de/10009531561
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Pricing external barrier options in a regime-switching model
Kim, Jerim; Kim, Jeongsim; Yoo, Hyun Joo; Kim, Bara - In: Journal of economic dynamics & control 53 (2015), pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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Proof of the conjecture on the stability of a multiserver retrial queue
Kim, Bara; Kim, Jeongsim - In: Operations research letters 43 (2015) 3, pp. 236-240
Persistent link: https://www.econbiz.de/10011309568
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Analysis of a Markovian feedback queue with multi-class customers and its application to the weighted round-robin queue
Kim, Jerim; Kim, Bara; Luh, Hsing - In: Queueing theory and network applications, (pp. 137-159). 2019
Persistent link: https://www.econbiz.de/10012030115
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Optimal arrangement of servers for a tollbooth tandem queue with two heterogeneous servers
Kim, Bara; Kim, Jeongsim - In: Operations research letters : a journal of INFORMS … 59 (2025), pp. 1-6
Persistent link: https://www.econbiz.de/10015358617
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Optimal stochastic control of the intensity of point processes
Kim, Bara; Kim, Jeongsim; Wang, Chia-Li - In: Operations research letters 50 (2022) 5, pp. 574-580
Persistent link: https://www.econbiz.de/10013449448
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Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo; Kim, Hwa-sung - In: The journal of futures markets 24 (2004) 7, pp. 631-648
Persistent link: https://www.econbiz.de/10002108793